Scientific Coordination
André Ernst
Tel: +49 221 4703736
Tel: +49 221 4703736
Administrative Coordination
Claudia O'Donovan-Bellante
Tel: +49 621 1246-221
Tel: +49 621 1246-221
Please wait...
Introduction to Quantile Regression
About
Location:
Mannheim, B6, 4-5
Mannheim, B6, 4-5
General Topics:
Course Level:
Format:
Software used:
Duration:
Language:
Fees:
Students: 200 €
Academics: 300 €
Commercial: 600 €
Keywords
Additional links
Lecturer(s): Andreas Haupt, Sebastian E. Wenz
Course description
Across different disciplines, social scientists typically turn to regression models that focus on conditional means-e.g., linear regression-for both descriptive and causal inference. However, instead of mean differences and average treatment effects (ATEs), we might be more interested in estimands for differences between, effects at, or effects on multiple other points of the outcome distribution-e.g., percentiles or quantiles in the lower and upper part of the distribution. This is where the increasingly used but often misunderstood quantile regression (QR) comes in: Depending on the exact estimator, QR addresses questions about…
In this workshop we will discuss the implementation and interpretation of different QR models and related estimators that correspond to all three perspectives mentioned above, namely:
Depending on the estimators, we discuss robustness to outliers, nonlinearity, interaction effects, and typical misconceptions and how to avoid them.
An in-depth discussion of other QR estimators and QR models for longitudinal data or high-dimensional data is beyond the scope of this two-day workshop. If time permits, we will briefly cover some advanced QR techniques (e.g., decomposition techniques). However, after successfully participating in the workshop, participants will be well-equipped to engage with the advanced QR literature.
Target group
Participants will find the course useful if:
Learning objectives
By the end of the course participants will:
Organizational structure of the course
In this two-day course, we will switch back and forth between interactive seminar-style teaching and practical (individual and/or group) exercises using Stata.
Prerequisites
Software and hardware requirements
For this workshop, you need a laptop and the statistical software Stata. If you can't bring a laptop or need Stata, please let us know the latest two weeks in advance of the course start so that we can take care of it. Please note that participation without Stata is not possible.